+319.7%
SPY vs CME
+278.9%
+40.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -1.4% | +4.2% | -5.6% | -2.7% |
| 3M | +3.7% | +7.3% | -3.6% | +0.9% |
| 6M | +13.0% | -11.4% | +24.4% | +16.8% |
| YTD | +12.4% | +3.5% | +8.9% | +9.8% |
| 1Y | +18.5% | +8.6% | +9.9% | +13.5% |
| 3Y | +77.6% | +51.6% | +26.1% | +46.8% |
| 5Y | +81.7% | +75.3% | +6.4% | +39.7% |
| 10Y | +319.7% | +278.8% | +40.8% | +155.0% |
| All | +319.7% | +278.9% | +40.8% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling